+304.8%
SPY vs ALL
+372.0%
-67.2%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.9% | -3.3% | -1.4% |
| 7D | -0.6% | -0.1% | -0.4% | -0.6% |
| 30D | -3.7% | +13.8% | -17.5% | -8.2% |
| 3M | -2.7% | -2.8% | 0.0% | -2.2% |
| 6M | +2.2% | +23.7% | -21.5% | -6.7% |
| YTD | +10.8% | +27.3% | -16.4% | -0.5% |
| 1Y | +11.2% | +30.5% | -19.3% | -1.3% |
| 3Y | +76.5% | +113.0% | -36.5% | +23.8% |
| 5Y | +72.9% | +157.6% | -84.6% | +6.9% |
| 10Y | +304.8% | +368.4% | -63.6% | +97.2% |
| All | +304.8% | +372.0% | -67.2% | +97.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ALL.
Daily Out/Under-Performance
Portfolio return minus ALL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded ALL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling